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Fred
A while back Tomasz commented about "non continous parameter spaces".
Doesn't the use of on/off variables introduce discontinuities in the
solution which will present problems when using IO, CMAE, PSO types
of optimizers? I appreciate your comments - thanks Larry
"CMAE, PSO and most other non-exhaustive methods are best for
continuous parameter spaces. Discrete spaces where adjacent param
values result in wild changes in fitness tend to be very difficult to
optimize in "intelligent" manner. Best regards, Tomasz Janeczko
amibroker.com"
--- In amibroker@xxxxxxxxxxxxxxx, ftonetti@xxx wrote:
>
> One way to do this is to have an on/off ( 1/0 ) optimizable
variable for each indicator so that individual indicators are either
used or not and then let optimzation make the determination.
>
> ----- Original Message -----
> From: longarm61
> Date: Wednesday, January 7, 2009 8:25 pm
> Subject: [amibroker] Optimization Question
> To: amibroker@xxxxxxxxxxxxxxx
>
> > Is there a way to optimize a group of indicators so that the
> > results
> > not only give you the optimized values, but also tell you which
> > indicators you'd have better off not using at all? Something
> > like
> > this:
> >
> > Best return: Indicator1=80, Indicator2=NO, Indicator3=50,
> > Indicator4=NO
> >
> > Thanks in advance,
> >
> > Grant
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
>
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